Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.03.2021 | 100.00% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 | 3'750 | 94.24% | 94.24% |
17.03.2021 | 58.17% | 0.01 | 0.02 | 1'000'000 | 250'000 | 985'581 | 250'000 | 12'404 | 5'637 | 78.12% | 78.12% |
16.03.2021 | 49.29% | 0.02 | 0.03 | 1'000'000 | 250'000 | 996'495 | 250'000 | 15'302 | 6'339 | 97.74% | 97.74% |
15.03.2021 | 30.93% | 0.03 | 0.04 | 1'000'000 | 250'000 | 999'809 | 250'573 | 27'590 | 9'419 | 96.93% | 96.93% |
12.03.2021 | 16.86% | 0.05 | 0.06 | 805'000 | 475'000 | 927'152 | 471'577 | 50'406 | 30'354 | 99.95% | 99.95% |
11.03.2021 | 14.77% | 0.06 | 0.07 | 850'000 | 425'000 | 807'008 | 411'758 | 50'651 | 29'974 | 99.11% | 99.11% |
10.03.2021 | 13.68% | 0.06 | 0.07 | 775'000 | 374'500 | 734'287 | 380'773 | 50'065 | 29'941 | 99.99% | 99.99% |
09.03.2021 | 8.99% | 0.09 | 0.10 | 500'000 | 500'000 | 480'009 | 480'338 | 51'070 | 55'921 | 86.88% | 86.88% |
08.03.2021 | 5.69% | 0.12 | 0.13 | 475'000 | 475'000 | 308'646 | 308'100 | 52'669 | 55'672 | 99.98% | 99.98% |